-38.8%
STZ vs TDY
+36.7%
-75.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.4% |
| 7D | -7.4% | -0.9% | -6.5% | -7.2% |
| 30D | -10.9% | -12.5% | +1.6% | -8.0% |
| 3M | -13.4% | -1.2% | -12.2% | -13.5% |
| 6M | -16.2% | -6.6% | -9.6% | -15.2% |
| YTD | -10.4% | +18.5% | -28.9% | -15.6% |
| 1Y | -14.8% | +10.8% | -25.5% | -18.3% |
| 3Y | -50.1% | +47.5% | -97.6% | -56.7% |
| 5Y | -38.8% | +35.8% | -74.6% | -46.3% |
| All | -38.8% | +36.7% | -75.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling